+330.5%
CSCO vs ES
+92.3%
+238.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.3% | +2.3% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -12.6% | +6.7% | -19.4% | -14.5% |
| 3M | -16.0% | +0.3% | -16.3% | -16.3% |
| 6M | +2.8% | +7.4% | -4.6% | -0.1% |
| YTD | +33.2% | +8.4% | +24.8% | +28.5% |
| 1Y | +43.1% | +0.6% | +42.5% | +40.8% |
| 3Y | +106.7% | +50.6% | +56.1% | +71.7% |
| 5Y | +103.6% | +4.8% | +98.7% | +92.9% |
| 10Y | +330.5% | +93.1% | +237.4% | +253.8% |
| All | +330.5% | +92.3% | +238.2% | +253.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling